I had a look at Ancestry.com Was your Stephen O'Brien living in Illinois, married to an Anne and he died in 1907? Can you get his death record to see if parents are shown.
If someone arrived in America in 1870 then he would not have been naturalized in 1869.
Many RC parishes in Ireland do not have records back to 1842 so it is possible that a baptismal record for your Stephen O'Brien is not available.
Have you considered a DNA test?